Bayesian model selection for D-vine pair-copula constructions (Q3087589)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian model selection for D-vine pair-copula constructions |
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Bayesian model selection for D-vine pair-copula constructions (English)
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16 August 2011
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reversible jump Markov chain Monte Carlo
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swap rates
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